Most commercial yoghurts are full of crap, so the reaction could be either to the milk in the yoghurt (lactose intolerance or casein intolerance) or to some other ingredient in it.
The best yoghurt is homemade, because it is fermented at least 24 hours, which gets rid of the lactose (but if you have a problem with casein, it won't do anything for that), is much stronger than store bought, and doesn't have the junk found in commercial yoghurt.
For more info about homemade yoghurt, you can check:
http://www.breakingtheviciouscycle.info/knowledge_base/kb/yoghurt_scd.htm